Broken Prices in Sterling

C

clearinghouse

Do any of you guys ever get weird situations in Sterling where the prices are just flat out wrong, maybe by 1 tick? I've been running the same build of my code for months and today, I was getting flaky prices, had the wrong NBBO in some symbols, and in other symbols, it was perfectly fine.

I changed price servers and things got better, but I took a mild loss and accumulated my max position in a few symbols and had to dump at a loss before I caught the erroneous price.

This is the first time it's ever happened to me on this platform.
 
Quote from clearinghouse:

Do any of you guys ever get weird situations in Sterling where the prices are just flat out wrong, maybe by 1 tick? I've been running the same build of my code for months and today, I was getting flaky prices, had the wrong NBBO in some symbols, and in other symbols, it was perfectly fine.

I changed price servers and things got better, but I took a mild loss and accumulated my max position in a few symbols and had to dump at a loss before I caught the erroneous price.

This is the first time it's ever happened to me on this platform.
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Another tidbit: The erroneous prices all happened in symbols that started with A, and BATS seemed to be the screwed up exchange on all the "A" symbols.
 
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